function struc_input_diverse = diverse_struc_input(Rate, N)

Settle = datetime(2009,1,1);
Maturity  = datetime(2013,2,1);
t2m_yrs = years(Maturity - Settle);

Compounding = -1;
RateSpec = intenvset('ValuationDate', Settle, 'StartDates', ...
    Settle, 'EndDates', Maturity, 'Rates', Rate, 'Compounding', Compounding);

single_asset = 100;
sigma = 0.4;
diverse_assets = repmat(single_asset/N, N, 1);
debt2asset = 0.6;

%%%% diversified firm value and debt overhang
rho = 0;
Corr = eye(N);
Corr(Corr == 0) = rho;
AssetPrice =  diverse_assets;
Volatility = repmat(sigma, N, 1);
Quantity = ones(N, 1);
Strike = debt2asset*sum(diverse_assets);
BasketStockSpec = basketstockspec(Volatility, AssetPrice, Quantity, Corr);
OptSpec = {'call'};

struc_input_diverse.RateSpec = RateSpec;
struc_input_diverse.StockSpec = BasketStockSpec;
struc_input_diverse.OptSpec = OptSpec;
struc_input_diverse.Strike = Strike;
struc_input_diverse.Settle = Settle;
struc_input_diverse.Maturity = Maturity;
struc_input_diverse.investweightvec = repmat(1/N, N, 1);
struc_input_diverse.t2m_yrs = t2m_yrs;
struc_input_diverse.single_asset = single_asset;